+62.6%
TD vs RGEN
+19.5%
+43.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.4% | -3.5% | +4.9% | +1.8% |
| 30D | +10.2% | -6.0% | +16.2% | +10.8% |
| 3M | +8.1% | +19.0% | -10.8% | +5.4% |
| 6M | +22.3% | +50.7% | -28.4% | +14.7% |
| YTD | +39.0% | +8.8% | +30.3% | +36.8% |
| 1Y | +62.6% | +21.3% | +41.3% | +57.1% |
| All | +62.6% | +19.5% | +43.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling